翻訳と辞書 Words near each other ・ Dynamite Chicken ・ Dynamite Cop ・ Dynamite Dan ・ Dynamite Dan (film) ・ Dynamite Dan II ・ Dynamite Daze ・ Dynamite Deluxe ・ Dynamite Duke ・ Dynamite Düx ・ Dynamite Entertainment ・ Dynamic relaxation ・ Dynamic replication ・ Dynamic reserve ・ Dynamic Resolution Adaptation ・ Dynamic response index ・ Dynamic risk measure ・ Dynamic rollover ・ Dynamic rope ・ Dynamic routing ・ Dynamic scattering mode ・ Dynamic Science Fiction ・ Dynamic Science Stories ・ Dynamic scoring ・ Dynamic scraped surface heat exchanger ・ Dynamic secrets ・ Dynamic set ・ Dynamic shear rheometer ・ Dynamic Signal ・ Dynamic similarity (Reynolds and Womersley numbers) ・ Dynamic simulation Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Dynamic risk measure ： ウィキペディア英語版 Dynamic risk measure In financial mathematics, a conditional risk measure is a random variable of the financial risk (particularly the downside risk) as if measured at some point in the future. A risk measure can be thought of as a conditional risk measure on the trivial sigma algebra. A dynamic risk measure is a risk measure that deals with the question of how evaluations of risk at different times are related. It can be interpreted as a sequence of conditional risk measures. ==Conditional risk measure== A mapping $\backslash rho\_t:\; L^\backslash left(\backslash mathcal\_T\backslash right)\; \backslash rightarrow\; L^\_t\; =\; L^\backslash left(\backslash mathcal\_t\backslash right)$ is a conditional risk measure if it has the following properties: ; Conditional cash invariance : $\backslash forall\; m\_t\; \backslash in\; L^\_t:\; \backslash ;\; \backslash rho\_t(X\; +\; m\_t)\; =\; \backslash rho\_t(X)\; -\; m\_t$ ; Monotonicity : $\backslash mathrm\; \backslash ;\; X\; \backslash leq\; Y\; \backslash ;\; \backslash mathrm\; \backslash ;\; \backslash rho\_t(X)\; \backslash geq\; \backslash rho\_t(Y)$ ; Normalization : $\backslash rho\_t(0)\; =\; 0$ If it is a conditional convex risk measure then it will also have the property: ; Conditional convexity : $\backslash forall\; \backslash lambda\; \backslash in\; L^\_t,\; 0\; \backslash leq\; \backslash lambda\; \backslash leq\; 1:\; \backslash rho\_t(\backslash lambda\; X\; +\; (1-\backslash lambda)\; Y)\; \backslash leq\; \backslash lambda\; \backslash rho\_t(X)\; +\; (1-\backslash lambda)\; \backslash rho\_t(Y)$ A conditional coherent risk measure is a conditional convex risk measure that additionally satisfies: ; Conditional positive homogeneity : $\backslash forall\; \backslash lambda\; \backslash in\; L^\_t,\; \backslash lambda\; \backslash geq\; 0:\; \backslash rho\_t(\backslash lambda\; X)\; =\; \backslash lambda\; \backslash rho\_t(X)$ 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Dynamic risk measure」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.